Acadia Healthcare Company Inc

10-Year Study

ACHC.US · Healthcare · US · Common Stock

Executive Summary: Acadia Healthcare Company Inc has compounded at -7.6% annually over the last 10 years, with a maximum drawdown of 84.9% and an annualized volatility of 57.4%.

1Y CAGR
+20.6%
3Y CAGR
-28.2%
5Y CAGR
-16.3%
10Y CAGR
-7.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
84.9%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.01
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.01
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
49.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · +89.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2025 · -64.2%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
50%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-5.374.4-0.215.0————————89.5%
202513.8-33.51.1-22.8-3.20.2-4.15.57.8-13.2-20.0-17.5-64.2%
20245.61.6-5.1-6.7-6.8-2.0-4.026.3-22.6-32.7-4.8-2.4-49.0%
20232.1-13.7-0.40.1-2.312.8-0.8-2.4-8.84.6-0.76.5-5.5%
2022-13.37.715.63.64.8-5.022.6-1.2-4.64.09.5-7.635.6%
20210.89.03.46.65.6-2.5-1.67.1-3.5-2.8-9.48.120.8%
2020-3.3-7.9-38.030.819.2-12.218.73.7-4.620.919.118.451.3%
20196.4-3.911.59.20.68.5-8.6-17.217.5-3.57.23.329.2%
20184.411.82.8-9.213.01.8-3.55.2-15.217.9-18.1-24.3-21.2%
201715.916.5-2.5-0.0-5.119.47.2-11.31.7-34.31.52.5-1.4%
2016———14.7-6.8-5.92.0-9.4-3.2-27.45.7-12.9-39.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 57.4%. The dominant macroeconomic risk driver is QUAL.US, accounting for 33.8% of variance. Idiosyncratic stock-specific factors contribute 36.2%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0111466.158591907095
2016-05-0110682.27181999637
2016-06-0110052.622028669934
2016-07-0110252.222827073127
2016-08-019288.695336599529
2016-09-018991.108691707494
2016-10-016525.1315550716745
2016-11-016897.1148611867175
2016-12-016006.169479223372
2017-01-016962.438758845944
2017-02-018114.679731446198
2017-03-017911.449827617493
2017-04-017907.820722191979
2017-05-017501.360914534568
2017-06-018960.261295590639
2017-07-019604.427508619125
2017-08-018517.510433678099
2017-09-018666.303756124114
2017-10-015690.437307203774
2017-11-015775.72128470332
2017-12-015920.885501723826
2018-01-016183.995645073489
2018-02-016913.445835601525
2018-03-017109.417528579205
2018-04-016456.178551986935
2018-05-017292.687352567592
2018-06-017423.335147886045
2018-07-017163.854109961893
2018-08-017535.837416076937
2018-09-016387.225548902196
2018-10-017530.393757938668
2018-11-016164.03556523317
2018-12-014665.215024496461
2019-01-014964.616222101252
2019-02-014770.459081836328
2019-03-015318.454001088731
2019-04-015810.197786245691
2019-05-015846.488840500816
2019-06-016341.861731083288
2019-07-015795.68136454364
2019-08-014801.306477953185
2019-09-015639.629831246598
2019-10-015441.84358555616
2019-11-015835.601524224278
2019-12-016027.944111776446
2020-01-015830.15786608601
2020-02-015371.076029758665
2020-03-013329.704227907821
2020-04-014356.7410633278905
2020-05-015191.43531119579
2020-06-014558.15641444384
2020-07-015409.1816367265465
2020-08-015608.782435129741
2020-09-015349.301397205589
2020-10-016468.880420976229
2020-11-017702.776265650517
2020-12-019119.941934313192
2021-01-019196.153148248957
2021-02-0110023.589185265833
2021-03-0110368.354200689531
2021-04-0111054.255126111415
2021-05-0111678.461259299582
2021-06-0111386.318272545817
2021-07-0111199.419343131918
2021-08-0111997.822536744694
2021-09-0111573.217201959718
2021-10-0111250.226819089095
2021-11-0110192.342587552168
2021-12-0111014.334966430775
2022-01-019553.62003266195
2022-02-0110290.32843404101
2022-03-0111890.763926692072
2022-04-0112317.1838141898
2022-05-0112914.171656686629
2022-06-0112271.819996370894
2022-07-0115044.45654146253
2022-08-0114866.630375612413
2022-09-0114186.1731083288
2022-10-0114752.313554708764
2022-11-0116160.406459807657
2022-12-0114937.397931409905
2023-01-0115245.87189257848
2023-02-0113157.321720195974
2023-03-0113110.143349664308
2023-04-0113117.401560515334
2023-05-0112816.185810197787
2023-06-0114451.097804391218
2023-07-0114340.410088913082
2023-08-0113990.201415351115
2023-09-0112758.120123389584
2023-10-0113338.776991471605
2023-11-0113244.420250408273
2023-12-0114109.961894393033
2024-01-0114904.735982580294
2024-02-0115142.44238795137
2024-03-0114374.886590455453
2024-04-0113416.802758120124
2024-05-0112500.453638178189
2024-06-0112255.48902195609
2024-07-0111767.37434222464
2024-08-0114866.630375612413
2024-09-0111506.078751587735
2024-10-017746.325530756668
2024-11-017372.52767192887
2024-12-017194.701506078751
2025-01-018185.4472872436945
2025-02-015440.029032843404
2025-03-015501.723825077118
2025-04-014246.053347849755
2025-05-014108.147341680276
2025-06-014117.220105244058
2025-07-013950.281255670477
2025-08-014166.213028488478
2025-09-014492.832516784612
2025-10-013901.2883324260574
2025-11-013121.0306659408457
2025-12-012574.8502994011974
2026-01-012438.7588459444746
2026-02-014253.311558700781
2026-03-014244.238795136998
2026-04-014879.3322446017055
Annual Return Matrix
YearAnnual Return
2017-0.014199395770392753
2018-0.2120747778118296
20190.29210423959548804
20200.5129440096327513
20210.20771985674492655
20220.35617792421746275
2023-0.055393586005830775
2024-0.4900977366255145
2025-0.6421185372005045
20260.8949964763918254
Total Factor Risk
0.5742341384536944
VTI.US Exposure
-0.02400754195799546
VEA.US Exposure
0.04415253552204129
VWO.US Exposure
0.0018260454770590913
QQQ.US Exposure
-0.025827083975449465
VTV.US Exposure
-0.012670897313929222
IJR.US Exposure
0.047376289196481056
QUAL.US Exposure
0.33808733711401684
SHV.US Exposure
0.07391060318653424
TLT.US Exposure
0.03456988629973153
LQD.US Exposure
-0.003562974944164804
HYG.US Exposure
0.06575498752174401
GLD.US Exposure
0.005136524259484776
USO.US Exposure
0.02162628342073218
VNQ.US Exposure
0.018721579303902513
BTC-USD.CC Exposure
0.000590359766077704
CPER.US Exposure
0.001923933260221096
VIX.INDX Exposure
0.05182555736513364
UUP.US Exposure
0.0006854083691393762
TIP.US Exposure
-0.0023668238273710515
Idiosyncratic Exposure
0.3622479919566107
Value Score
50
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
57.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →N/A
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$2.2B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+23.5%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+33.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
1.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.71
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Acadia Healthcare Company Inc a high-risk investment?

Acadia Healthcare Company Inc (ACHC.US) has an annualized volatility of 57.4% and experienced a maximum drawdown of 84.9% over the last 10 years. Its primary macro risk driver is QUAL.US.

What is the 10-year return of ACHC.US?

Over the past 10 years, ACHC.US has generated a Compound Annual Growth Rate (CAGR) of -7.6%. It has had a positive return in 50% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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